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Student Support Forum: 'Stochastic ODE' topicStudent Support Forum > General > "Stochastic ODE"

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Author Comment/Response
Henry Lamb
10/15/01 03:45am

Unfortunately, NDSolve was not written for stochastic differential equations.
However, it is still possible to get an approximation of a stochastic system
by subdividing the time interval and applying NDSolve to each increment.
See the attached notebook for details.


Attachment: 4866.nb, URL: ,

Subject (listing for 'Stochastic ODE')
Author Date Posted
Stochastic ODE John Barber 09/13/01 3:47pm
Re: Stochastic ODE Forum Modera... 10/05/01 3:26pm
Re: Stochastic ODE John Barber 10/05/01 7:15pm
Re: Stochastic ODE Henry Lamb 10/15/01 03:45am
Re: Stochastic ODE John Barber 10/25/01 11:30am
Re: Stochastic ODE Henry Lamb 10/28/01 01:17am
Re: Stochastic ODE John Barber 10/29/01 10:45am
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